+6.2%
HD vs HCA
+73.0%
-66.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -2.5% |
| 7D | -1.8% | +4.9% | -6.7% | -3.3% |
| 30D | -10.8% | +1.9% | -12.7% | -11.5% |
| 3M | -2.7% | +12.7% | -15.4% | -6.6% |
| 6M | -10.3% | -22.3% | +12.1% | -3.6% |
| YTD | -7.8% | -9.3% | +1.5% | -6.1% |
| 1Y | -23.1% | +2.7% | -25.9% | -25.1% |
| 3Y | +2.0% | +57.8% | -55.8% | -16.3% |
| 5Y | +6.2% | +70.3% | -64.1% | -18.6% |
| All | +6.2% | +73.0% | -66.8% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling